Global SovereignQ

Investment Style

Utilize a model-driven investment discipline and construct a diversified portfolio of independent alpha engines using all major global markets. Value can be added through country and currency allocation, as well as duration and yield curve positioning. Rigorous analyses are performed using proprietary quantitative models combined with professional insights and experience of the portfolio management team to determine the relative-value positions that seek to provide optimal risk/return characteristics. Risk/return is customizable without the use of financial leverage.

Investment Vehicles

Separate Account: Contact your Client Service Executive or call 1-626-844-9400
Commingled Vehicle Available

Performance as of March 31, 2018

Returns for periods greater than one year are annualized. Please see the Performance Disclosure for more information.

Snapshot

Strategy AUM: Total Global SovereignQ Assets:
US$5.1 million (as of March 31, 2018)
Benchmark: FTSE World Government Bond Index (WGBI), USDUnhedged
Inception Date: 01 Oct 09

Sector Allocation as of March 31, 2018

Global Sovereign<sup>Q</sup> | Sector Allocation as of March 31, 2018
Note: Sector allocation includes look-through to any underlying commingled vehicles if held. All weightings are a percentage of total market value. A negative cash position may be reported, which is primarily due to the portfolio's unsettled trade activity. Data may not sum to 100% due to rounding.

Portfolio Characteristics as of March 31, 2018

Global Sovereign<sup>Q</sup> | Portfolio Characteristics as of March 31, 2018
IMPORTANT INFORMATION: All investments involve risk including loss of principal. Past performance is not indicative of future investment results. This information is only for use by professional clients, eligible counterparties or qualified investors. It is not aimed at, or for use by, retail clients.
** Represented by Global SovereignQ (USD Unhedged) Composite.